| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a-R | USD | 522.750 | - | Aaa | - | AAA | - | - | 38.50% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| A-1b-R | USD | 21.250 | - | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| A-2-R | USD | 97.750 | - | - | - | AA | - | - | 24.50% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| B-1-R | USD | 43.350 | - | - | - | A+ | - | - | 19.40% | - | Floating | SOFR | - | 290 | SOFR+290 | - | - |
| B-2-R | USD | 7.250 | - | - | - | A | - | - | 18.55% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| C-1-R | USD | 39.500 | - | - | - | BBB | - | - | 13.90% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| C-2-R | USD | 13.600 | - | - | - | BBB- | - | - | 12.30% | - | Floating | SOFR | - | 645 | SOFR+645 | - | - |
| D-R | USD | 26.350 | - | - | - | BB- | - | - | 9.20% | - | Floating | SOFR | - | 830 | SOFR+830 | - | - |
| E-R | USD | 0.850 | - | B3 | - | - | - | - | 9.10% | - | Floating | SOFR | - | 750 | SOFR+750 | - | - |
| Sub | USD | 56.020 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
A-1b-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
B-1-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
B-2-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
C-1-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
C-2-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized to US$850m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2028
AllReportsSurveillanceOther